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Joss Whedon didn't shortlist anyone for Ultron. James Spader was his one and only pick from day one, apparently because Spader's got this weirdly hypnotic voice that can sound calm and menacing one second and dry and funny the next. Spader used his own natural speaking voice for the recording sessions rather than putting on anything artificial.
Getting Aaron Taylor-Johnson to sign on as Pietro Maximoff wasn't quick at all, ironically. Whedon reportedly spent close to a year courting him for the part. Taylor-Johnson eventually said yes partly because his Godzilla co-star Elizabeth Olsen had already been cast as his on-screen twin, Wanda.
Because Fox owned the X-Men film rights and Quicksilver is technically Magneto's son, Marvel had to walk a tightrope. The deal struck between the studios meant this version of Pietro could never be called a mutant, and no line could tie him back to the X-Men or his comic dad, even though Fox had their own speedster running around in Days of Future Past at basically the same time.
Scarlett Johansson was pregnant while shooting this, so the crew front-loaded a lot of her scenes early in production before it started to show and brought in three separate stunt doubles for the physical stuff later on. The doubles apparently looked so much like her that even her co-stars got confused, with Chris Evans admitting he'd sometimes start chatting to one of them mid-scene before realising it wasn't Scarlett at all.
Ultron was meant to tower at eight or nine feet tall on screen, but James Spader is only five foot ten in real life. To help his co-stars actually know where to look while acting opposite him, he wore a tall wire contraption strapped to his back with two red balls on top, roughly marking where Ultron's eyes would eventually sit once the CGI was added.
Before he left the Ant-Man project, Edgar Wright actually wrote an after-credits scene intended for this film. It never made it into the finished cut, and details on what it would have shown have stayed pretty scarce ever since.
Early drafts of the script had Ultron travelling to Wakanda himself to steal the vibranium he needed. That idea got dropped in favour of introducing the arms dealer Ulysses Klaw as the middleman instead, which is why Klaw ended up being the one holding a stash of the metal for Ultron to take by force.
Tom Hiddleston actually shot a full day of footage reprising Loki for one of Thor's vision sequences. Test audiences ended up finding the scene confusing, with some walking away thinking Loki had somehow been behind Ultron's creation the whole time, so the whole thing got cut way down and Loki's part in it vanished entirely.
Marvel's higher-ups weren't fans of Hawkeye's farm reveal or the team's vision sequences and reportedly threatened to cut them entirely unless Whedon added in the subplot with Thor visiting the cave. Once test screenings reacted badly to that cave detour, the studio turned around and ordered it trimmed anyway, leaving the editor to stitch together a version that still made sense without it.
The Seoul city government offered the production some pretty generous tax incentives to film there, which is a big part of why the Korean set pieces made it into the finished movie at all.
